+217.5%
IEFA vs EPAM
+556.8%
-339.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +0.6% | +2.0% | -1.4% | +0.2% |
| 30D | +1.0% | +6.5% | -5.5% | -0.4% |
| 3M | +4.7% | +19.9% | -15.2% | +0.5% |
| 6M | +8.6% | -16.9% | +25.5% | +10.8% |
| YTD | +14.8% | -42.9% | +57.7% | +24.3% |
| 1Y | +22.6% | -30.4% | +53.0% | +27.5% |
| 3Y | +67.0% | -54.7% | +121.7% | +82.1% |
| 5Y | +52.3% | -81.8% | +134.1% | +84.5% |
| 10Y | +147.3% | +65.5% | +81.9% | +79.5% |
| All | +217.5% | +556.8% | -339.3% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling